+5,902.7%
PGR vs TPR
+7,101.5%
-1,198.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.1% |
| 7D | -2.6% | -3.4% | +0.8% | -1.9% |
| 30D | -0.2% | -27.3% | +27.1% | +5.9% |
| 3M | +7.4% | -16.2% | +23.6% | +10.4% |
| 6M | +2.1% | -17.9% | +20.0% | +4.9% |
| YTD | +0.5% | -7.1% | +7.6% | +0.2% |
| 1Y | -6.9% | +13.6% | -20.6% | -11.3% |
| 3Y | +73.2% | +293.7% | -220.6% | +22.0% |
| 5Y | +154.8% | +239.1% | -84.3% | +78.0% |
| 10Y | +786.4% | +311.2% | +475.2% | +423.0% |
| All | +5,902.7% | +7,101.5% | -1,198.8% | +1,791.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling